Revert "Always use Stan's eigen fix #4288"

This reverts commit eca71c6.

CMakeLists.txt

@@ -105,6 +105,7 @@ IF(NOT HAVE_STD_STRING_VIEW)
 ENDIF()
 
 ############# minimum library versions ###################
+SET(EIGEN_VERSION_MINIMUM 3.1.2)
 SET(VIENNACL_VERSION_MINIMUM 1.5.0)
 
 # Store system's or distribution's C[XX]FLAGS.

NEWS

@@ -18,8 +18,6 @@
                 framework [Heiko Strathmann, Sergey Lisitsyn]
                 - Removal of computation engine framework and parallelisation of
                 log-determinant estimators [Shubham Shukla]
-                - Add StanMath as a bundled third-party library and use Eigen
-                shipped with StanMath [Elfarouk Yasser, Viktor Gal]
                 - Efficiency improvements for MahalanobisDistance, LMNN, ridge
                 regression, GMM, and the linalg framework [Wuwei Lin]
                 - Add LDLT decomposition to linalg [Wuwei Lin]

cmake/FindEigen3.cmake

@@ -0,0 +1,47 @@
+# - Try to find Eigen3 lib
+#
+# This module supports requiring a minimum version, e.g. you can do
+#   find_package(Eigen3 3.1.2)
+# to require version 3.1.2 or newer of Eigen3.
+#
+# Once done this will define
+#
+#  EIGEN_FOUND - system has eigen lib with correct version
+#  EIGEN_INCLUDE_DIR - the eigen include directory
+#  EIGEN_VERSION - eigen version
+
+# Copyright (c) 2006, 2007 Montel Laurent, <montel@kde.org>
+# Copyright (c) 2008, 2009 Gael Guennebaud, <g.gael@free.fr>
+# Copyright (c) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+# Redistribution and use is allowed according to the terms of the 2-clause BSD license.
+
+macro(_eigen3_get_version)
+  file(READ "${EIGEN_INCLUDE_DIR}/Eigen/src/Core/util/Macros.h" _eigen3_version_header)
+
+  string(REGEX MATCH "define[ \t]+EIGEN_WORLD_VERSION[ \t]+([0-9]+)" _eigen3_world_version_match "${_eigen3_version_header}")
+  set(EIGEN_WORLD_VERSION "${CMAKE_MATCH_1}")
+  string(REGEX MATCH "define[ \t]+EIGEN_MAJOR_VERSION[ \t]+([0-9]+)" _eigen3_major_version_match "${_eigen3_version_header}")
+  set(EIGEN_MAJOR_VERSION "${CMAKE_MATCH_1}")
+  string(REGEX MATCH "define[ \t]+EIGEN_MINOR_VERSION[ \t]+([0-9]+)" _eigen3_minor_version_match "${_eigen3_version_header}")
+  set(EIGEN_MINOR_VERSION "${CMAKE_MATCH_1}")
+
+  set(EIGEN_VERSION ${EIGEN_WORLD_VERSION}.${EIGEN_MAJOR_VERSION}.${EIGEN_MINOR_VERSION})
+
+endmacro(_eigen3_get_version)
+
+find_path(EIGEN_INCLUDE_DIR NAMES signature_of_eigen3_matrix_library
+    PATHS
+    ${CMAKE_INSTALL_PREFIX}/include
+    PATH_SUFFIXES eigen3 eigen
+  )
+
+if(EIGEN_INCLUDE_DIR)
+  _eigen3_get_version()
+endif(EIGEN_INCLUDE_DIR)
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args (Eigen3 REQUIRED_VARS EIGEN_INCLUDE_DIR VERSION_VAR EIGEN_VERSION)
+
+mark_as_advanced(EIGEN_INCLUDE_DIR)
+SET(EIGEN_INCLUDE_DIRS ${EIGEN_INCLUDE_DIR} CACHE PATH "The Eigen include path.")
+

cmake/ShogunFindLAPACK.cmake

@@ -122,8 +122,9 @@ IF (LAPACK_FOUND)
           ENDIF()
       ENDIF()
     ENDIF()
-    # if LaPack is detected use the lapack/blas backend in Eigen
-    IF(ENABLE_EIGEN_LAPACK AND HAVE_LAPACK)
+    # if LaPack is detected and Eigen is 3.3 or later
+    # use the lapack/blas backend in Eigen
+    IF(${EIGEN_VERSION} VERSION_GREATER 3.3.0 AND ENABLE_EIGEN_LAPACK AND HAVE_LAPACK)
       SET(EIGEN_USE_BLAS 1)
       MESSAGE(STATUS "Enabling detected BLAS library as backend for Eigen")
 

cmake/external/Eigen3.cmake

@@ -0,0 +1,22 @@
+set(EIGEN_INCLUDE_DIR ${THIRD_PARTY_INCLUDE_DIR}/eigen)
+set(EIGEN_VERSION 3.3.4)
+include(ExternalProject)
+ExternalProject_Add(
+	Eigen3
+	PREFIX ${CMAKE_BINARY_DIR}/Eigen3
+	DOWNLOAD_DIR ${THIRD_PARTY_DIR}/Eigen3
+	URL https://bitbucket.org/eigen/eigen/get/${EIGEN_VERSION}.tar.bz2
+	URL_MD5 a7aab9f758249b86c93221ad417fbe18
+	CMAKE_ARGS -DINCLUDE_INSTALL_DIR:STRING=${EIGEN_INCLUDE_DIR}
+		-DCMAKE_C_FLAGS:STRING=${CMAKE_C_FLAGS}${CMAKE_DEFINITIONS}
+		-DCMAKE_CXX_FLAGS:STRING=${CMAKE_CXX_FLAGS}${CMAKE_DEFINITIONS}
+		-DCMAKE_C_COMPILER:STRING=${CMAKE_C_COMPILER}
+		-DCMAKE_CXX_COMPILER:STRING=${CMAKE_CXX_COMPILER}
+		-DCMAKE_BUILD_TYPE:STRING=Release
+		-DEIGEN_BUILD_PKGCONFIG=0
+	)
+
+add_dependencies(libshogun Eigen3)
+
+UNSET(C_COMPILER)
+UNSET(CXX_COMPILER)

examples/meta/CMakeLists.txt

@@ -21,7 +21,6 @@ ADD_CUSTOM_COMMAND(OUTPUT ${CTAGS_FILE}
     --exclude=third_party
     --exclude=GoogleMock
     --exclude=rxcpp
-    --exclude=StanMath
     --exclude=interfaces
     --exclude=Eigen3
     --exclude=external

src/shogun/CMakeLists.txt

@@ -297,27 +297,22 @@ endif()
 
 ############################ external dependencies
 
-#Stan math
-include(external/StanMath)
-
-SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
-  $<BUILD_INTERFACE:${STAN_INCLUDE_DIR_STAN_MATH}>
-  $<INSTALL_INTERFACE:include/shogun/third_party/stan>
-)
-SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
-  $<BUILD_INTERFACE:${STAN_INCLUDE_DIR_BOOST}>
-  $<INSTALL_INTERFACE:include/shogun/third_party/stan_boost>
-)
-SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
-  $<BUILD_INTERFACE:${STAN_INCLUDE_DIR_SUNDIALS}>
-  $<INSTALL_INTERFACE:include/shogun/third_party/stan_sundials>
-)
-SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
-  $<BUILD_INTERFACE:${STAN_INCLUDE_DIR_EIGEN}>
-  $<INSTALL_INTERFACE:include/shogun/third_party/eigen>
-)
-
 ####### LINALG
+FIND_PACKAGE(Eigen3 ${EIGEN_VERSION_MINIMUM})
+IF(NOT EIGEN3_FOUND)
+  include(external/Eigen3)
+  SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
+    $<BUILD_INTERFACE:${EIGEN_INCLUDE_DIR}>
+    $<INSTALL_INTERFACE:include/shogun/third_party/eigen>
+  )
+ELSE()
+  # eigen3 bug related to aliasing operators and self-storing.
+  IF(${EIGEN_VERSION} VERSION_GREATER 3.2.90 AND ${EIGEN_VERSION} VERSION_LESS 3.3.0)
+      MESSAGE(WARNING "The system Eigen3 version ${EIGEN_VERSION} contains a lot of bugs, which could cause some models failing!")
+  ENDIF()
+  SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM ${EIGEN_INCLUDE_DIR})
+ENDIF()
+
 # ViennaCL detection
 SHOGUN_DEPENDENCIES(
   LIBRARY ViennaCL